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Report NEP-MST-2015-05-02
This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Nathalie Oriol & Iryna Veryzhenko, 2015, "Market Structure or Traders' Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2015-16, Apr.
- Takatoshi Ito & Masahiro Yamada, 2015, "High-frequency, Algorithmic Spillovers Between NASDAQ and Forex," NBER Working Papers, National Bureau of Economic Research, Inc, number 21122, Apr.
- Mina Karzand & Lav R. Varshney, 2015, "Communication Strategies for Low-Latency Trading," Papers, arXiv.org, number 1504.07227, Apr.
- Liu, Tao, 2014, "The onshore-offshore interaction of RMB market: a high-frequency analysis," MPRA Paper, University Library of Munich, Germany, number 63905, Apr.
- Pablo Kurlat, 2015, "Liquidity as Social Expertise," NBER Working Papers, National Bureau of Economic Research, Inc, number 21118, Apr.
- Remorov, Alexander, 2015, "Dynamic Trading When You May Be Wrong," MPRA Paper, University Library of Munich, Germany, number 63964, Apr, revised 27 Apr 2015.
- Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015, "Testing the performance of technical trading rules in the Chinese market," Papers, arXiv.org, number 1504.06397, Apr.